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http://hdl.handle.net/11701/33258
Полная запись метаданных
Поле DC | Значение | Язык |
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dc.contributor.author | Zvonarev, Nikita K. | - |
dc.date.accessioned | 2021-10-07T11:49:58Z | - |
dc.date.available | 2021-10-07T11:49:58Z | - |
dc.date.issued | 2021-09 | - |
dc.identifier.citation | Zvonarev N.K. Search of weights in the problem of finite-rank signal estimation in presence of noise. Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2021, vol. 8 (66), issue 3, pp. 417–429. | en_GB |
dc.identifier.other | https://doi.org/10.21638/spbu01.2021.304 | - |
dc.identifier.uri | http://hdl.handle.net/11701/33258 | - |
dc.description.abstract | The problem of weighted finite-rank time-series approximation is considered for signal estimation in “signal plus noise” model, where the inverse covariance matrix of noise is (2p+1)-diagonal. Finding of weights, which improve the estimation accuracy, is examined. An effective method for the numerical search of the weights is constructed and proved. Numerical simulations are performed to study the improvement of the estimation accuracy for several noise models. | en_GB |
dc.description.sponsorship | The work is supported by Russian Foundation for Basic Research (grant No. 20-01-00067). | en_GB |
dc.language.iso | ru | en_GB |
dc.publisher | St Petersburg State University | en_GB |
dc.relation.ispartofseries | Vestnik of St Petersburg University. Mathematics. Mechanics. Astronomy;Volume 8 (66); Issue 3 | - |
dc.subject | time series | en_GB |
dc.subject | Cadzow’s iterative method | en_GB |
dc.subject | time series of finite rank | en_GB |
dc.subject | weighted lowrank approximation | en_GB |
dc.subject | Kullback – Leibler divergence | en_GB |
dc.subject | optimization methods | en_GB |
dc.title | Search of weights in the problem of finite-rank signal estimation in presence of noise | en_GB |
dc.type | Article | en_GB |
Располагается в коллекциях: | Issue 3 |
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Файл | Описание | Размер | Формат | |
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417-429.pdf | 380,35 kB | Adobe PDF | Просмотреть/Открыть |
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